Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-19 0.329432 0.360998 0.395637 0.436726 0.484471 0.538624 0.605294
2025-10-26 0.288154 0.328250 0.374942 0.434114 0.508262 0.599744 0.723877
2025-11-02 0.253910 0.297020 0.349345 0.418898 0.511137 0.632736 0.811640
2025-11-09 0.226914 0.270713 0.325551 0.401176 0.506090 0.652157 0.882603
2025-11-16 0.211919 0.257506 0.316282 0.400267 0.522097 0.701471 1.006423
2025-11-23 0.203919 0.252261 0.316415 0.411424 0.555763 0.781392 1.198579
2025-11-30 0.193855 0.243210 0.310227 0.412393 0.573676 0.839079 1.368309
2025-12-07 0.184046 0.233638 0.302291 0.409581 0.584736 0.886614 1.532902
2025-12-14 0.174741 0.224050 0.293447 0.404253 0.590581 0.925437 1.691955
2025-12-21 0.165462 0.213877 0.282940 0.395185 0.588679 0.949127 1.824932
2025-12-28 0.161357 0.210832 0.282691 0.402329 0.615757 1.034078 2.144204
2026-01-04 0.158846 0.209896 0.285459 0.414530 0.653532 1.149469 2.610786
2026-01-11 0.152182 0.202581 0.278121 0.409388 0.658720 1.197220 2.911808
2026-01-18 0.147498 0.197981 0.274724 0.410720 0.676765 1.279364 3.393365
2026-01-25 0.140296 0.189186 0.264097 0.398324 0.665378 1.287329 3.602639
2026-02-01 0.132933 0.179833 0.252091 0.382571 0.645278 1.269408 3.696750
2026-02-08 0.129152 0.175850 0.248597 0.382047 0.657387 1.339328 4.256609
2026-02-15 0.127770 0.175509 0.251022 0.392609 0.695017 1.490781 5.441588
2026-02-22 0.124700 0.172347 0.248524 0.393585 0.711224 1.585514 6.477350
2026-03-01 0.121197 0.168340 0.244368 0.390993 0.718759 1.656069 7.502021
2026-03-08 0.117505 0.163881 0.239211 0.386033 0.719995 1.706897 8.503288
2026-03-15 0.113441 0.158676 0.232529 0.377568 0.711658 1.723102 9.244611
2026-03-22 0.112065 0.157791 0.233319 0.384245 0.742192 1.889806 12.283270